Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49148.82 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45087.28 Kr¶

PnL: ---------------------------------------> 31.28 Kr¶

DD now: ---------------------------------> -7.476 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 14:26:37.973672'

Anic Portfolio¶

Today¶

Return: -1.146 %¶

This Week¶

Return: -0.313 %¶

Total portfolio value¶

Return including deposits: 60.901 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.150000 1665.180000 196.180000 13.350000 1468.999998
Orrön Energy 180 -1.760000 2163.600000 120.600000 5.900000 2043.000000
Atrium Ljungberg B 5 0.150000 996.500000 61.500000 6.580000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.340000 1020.250000 40.250000 4.110000 980.000000
Sagax B 4 -0.490000 892.800000 38.800000 4.540000 854.000000
Catena 2 -1.240000 828.400000 36.400000 4.600000 792.000000
Hexatronic Group 12 -0.220000 999.600000 32.600000 3.370000 966.999996
JM 6 -1.130000 892.200000 28.200000 3.260000 864.000000
Sedana Medical 93 -4.330000 2546.340000 25.340000 1.010000 2521.000011
Platzer Fastigheter Holding B 12 -3.760000 981.600000 20.600000 2.140000 960.999996
OX2 13 1.430000 968.500000 18.500000 1.950000 949.999999
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
HEXPOL B 9 0.260000 1030.500000 9.500000 0.930000 1020.999996
VEF 909 -2.860000 1854.360000 4.360000 0.240000 1850.000436
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
AcadeMedia 8 -1.280000 401.200000 -0.800000 -0.200000 402.000000
Gränges 9 -1.620000 927.000000 -1.000000 -0.110000 927.999999
Clas Ohlson B 12 -1.460000 969.600000 -3.400000 -0.350000 972.999996
Byggmax Group 33 -2.170000 952.380000 -3.620000 -0.380000 956.000001
ASSA ABLOY B 3 -1.540000 767.700000 -11.300000 -1.450000 779.000001
EQT 4 -2.100000 818.800000 -13.200000 -1.590000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
Addnode Group B 11 -0.670000 895.950000 -25.050000 -2.720000 921.000003
Alimak Group 11 -1.920000 900.900000 -27.100000 -2.920000 927.999996
SKF B 5 -1.060000 908.500000 -31.500000 -3.350000 940.000000
Indutrade 5 -1.180000 1176.000000 -42.000000 -3.450000 1218.000000
Latour B 4 -0.880000 808.800000 -48.200000 -5.620000 857.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Vitec Software Group B 2 -3.780000 1019.000000 -68.000000 -6.260000 1087.000000
Bufab 3 -1.030000 1039.800000 -69.200000 -6.240000 1109.000001
BHG Group 97 -1.970000 1354.120000 -104.880000 -7.190000 1458.999989
Hexagon B 26 -2.500000 3347.500000 -113.500000 -3.280000 3461.000010
TOTAL 45087.280000 31.280000 -7.47648% 45056.000411

Updated:¶

'2023-07-05 14:26:54.834335'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶